IXN Options History — October 2023

In October 2023, IXN traded between $56.45 and $60.22. ATM implied volatility averaged 50.6%, placing in the 46.8% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 33.7% (HV 20d: 16.9%). Max pain ranged from $57.00 to $59.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.20.

Notable Days

  • 2023-10-18: Highest Volume — 98 contracts
  • 2023-10-26: Largest IV spike — 200.6% change
  • 2023-10-10: Highest IV Rank — 79.9%
  • 2023-10-31: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.49$56.45$60.22$58.12$57.74
Max Pain$57.32$57.00$59.00$59.00$57.00
ATM IV50.6%21.8%73.9%39.2%66.8%
Expected Move14.3%6.2%19.1%11.2%19.1%
HV 20d16.9%15.5%18.5%15.5%17.6%
HV 60d17.6%17.2%18.3%17.7%17.4%
IV Rank46.8%5.9%79.9%30.6%69.9%
IV Percentile75.1%7.1%98.8%55.2%97.6%
Term Structure-5.3%-15.4%5.4%5.4%-14.7%
VWIV26.3%12.1%40.9%28.5%40.9%
Skew 25d10.2%-33.9%67.1%-1.8%-27.2%
Skew 10d9.7%-29.2%67.1%-9.5%-25.2%
Call IV 25d26.7%13.2%40.8%19.4%32.1%
Put IV 25d36.9%5.0%82.7%17.6%5.0%
Bid-Ask Spread %136.91120.96149.59135.55148.61
Gamma HHI0.280.180.390.290.35
Net GEX-14.2K-33.4K5.0K-17.3K-11.8K
Net DEX188.4K10.9K420.4K332.0K161.1K
Net VEX-3.2K-3.8K-2.4K-3.1K-3.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.002.000.002.00
Total Volume9.04509800
Total OI384.182344446344446

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$58.12$59.0039.2%11.2%15.5%30.6%0.0%-1.8%5.4%-17.3K332.0K-3.1K0.00135.55N/AN/A00144200
2023-10-03$57.20$59.0036.1%10.4%15.6%26.3%0.0%-8.1%4.3%-18.6K420.4K-2.9K0.00134.16N/AN/A00144200
2023-10-04$58.14$59.0037.6%10.8%16.7%28.4%0.0%-9.0%4.1%-19.4K297.0K-3.2K0.00138.14N/AN/A01144200
2023-10-05$58.25$57.0041.5%9.0%16.4%33.9%28.5%24.8%-3.0%-19.2K308.5K-3.1K0.00122.40N/AN/A10144201
2023-10-06$59.34$57.0026.3%14.3%18.0%12.4%34.2%57.0%-6.5%-24.1K195.4K-3.1K0.00130.32N/AN/A10145201
2023-10-09$59.34$57.0025.1%14.2%17.7%10.6%39.0%-10.8%-8.7%-6.4K206.7K-3.2K0.00133.23N/AN/A10145201
2023-10-10$59.69$57.0073.9%6.2%17.1%79.9%0.0%-2.0%5.4%-25.7K169.9K-3.0K0.00120.96N/AN/A00146201
2023-10-11$60.02$57.0048.4%13.9%17.2%43.8%0.0%-18.2%-6.4%-4.3K193.2K-3.1K0.00136.61N/AN/A00146201
2023-10-12$60.22$57.0050.0%14.3%17.0%46.0%0.0%19.5%-8.9%-23.4K106.0K-3.1K0.00130.57N/AN/A00146201
2023-10-13$59.30$57.0051.5%14.8%16.5%48.1%30.9%20.2%-7.6%-22.7K267.8K-2.8K0.00141.71N/AN/A190146201
2023-10-16$59.95$57.0052.7%15.1%17.0%49.9%0.0%10.5%-10.0%-19.4K191.8K-2.9K0.00130.69N/AN/A00165201
2023-10-17$59.54$57.0052.7%15.1%17.2%49.8%0.0%12.8%-2.8%-30.1K134.3K-2.9K0.00134.38N/AN/A00165201
2023-10-18$58.81$57.0055.1%15.8%17.0%53.2%0.0%41.5%-10.3%-33.4K295.4K-2.4K0.00138.96N/AN/A980165201
2023-10-19$58.68$57.0056.6%16.2%16.1%55.4%12.4%16.4%-13.2%-19.2K102.9K-3.6K0.00136.49N/AN/A270212201
2023-10-20$57.89$57.0058.5%16.8%16.8%58.1%0.0%67.1%-15.4%-5.1K182.5K-3.7K0.00139.21N/AN/A40237201
2023-10-23$58.01$57.0061.1%17.5%16.9%61.8%0.0%19.1%-5.0%-15.1K103.4K-3.2K0.00144.61N/AN/A200238172
2023-10-24$58.40$57.0058.8%16.9%15.6%58.5%12.1%-9.8%-5.4%-5.3K20.5K-3.5K0.16137.98N/AN/A193251169
2023-10-25$57.56$57.0021.8%6.2%16.6%5.9%12.3%30.0%1.0%76410.9K-3.8K0.00143.28N/AN/A01270171
2023-10-26$56.45$58.0065.5%18.8%17.6%68.0%0.0%11.7%-2.9%67198.8K-3.4K0.00149.59N/AN/A00270172
2023-10-27$56.67$57.0066.7%19.1%17.6%69.7%0.0%14.5%-7.1%1.7K106.1K-3.6K0.00141.38N/AN/A10271172
2023-10-30$57.56$57.0066.7%19.1%18.5%69.8%40.9%-33.9%-8.8%5.0K139.7K-3.3K2.00143.30N/AN/A12272172
2023-10-31$57.74$57.0066.8%19.1%17.6%69.9%0.0%-27.2%-14.7%-11.8K161.1K-3.0K0.00148.61N/AN/A00273173